I have a 2003 XK8 64,000 mi. The non locking wheel lug nuts, are rusted and have a thin metal cover that gets distorted making it hard to put the socket wrench on it. And, the inside of the cover and nut are rusted. The lock nut is made by McGard patent no. 466 400 0. It is not rusted and is made of thicker metal (chrome?)
The rusting is not on the outside, and is only visible when you take them off and look inside. You can see photos of someone else's on an 09 XF http://www.jaguarforums.com/forum/xf-xfr-x250-44/finally-got-rid-oem-lug...
What other nuts have you used that are solid metal that do not rust? Do you use any coating on the threads or nut? I've read that coating may prevent rust but change the recommended torque.